论文标题

自适应实验设计和反事实推断

Adaptive Experimental Design and Counterfactual Inference

论文作者

Fiez, Tanner, Gamez, Sergio, Chen, Arick, Nassif, Houssam, Jain, Lalit

论文摘要

自适应实验设计方法越来越多地在行业中用作增强测试吞吐量或相对于传统A/B/N测试方法的工具。本文分享了有关在非平稳性的工业环境中使用自适应实验系统来熟悉的有关天真挑战和陷阱的经验教训,同时还为这些环境中的适当目标和系统规范提供了观点。我们基于这些经验开发了一种自适应实验设计框架,用于反事实推断,并在商业环境中对其进行了测试。

Adaptive experimental design methods are increasingly being used in industry as a tool to boost testing throughput or reduce experimentation cost relative to traditional A/B/N testing methods. This paper shares lessons learned regarding the challenges and pitfalls of naively using adaptive experimentation systems in industrial settings where non-stationarity is prevalent, while also providing perspectives on the proper objectives and system specifications in these settings. We developed an adaptive experimental design framework for counterfactual inference based on these experiences, and tested it in a commercial environment.

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